| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1215 | -0.0297 | 0.1974 | 0.2179 | 0.0332 | -0.1093 | -0.9996 |
| (p-val) | (0.7565 ) | (0.8457 ) | (0.0205 ) | (0.5871 ) | (0.7165 ) | (0.2463 ) | (0 ) |
| Estimates ( 2 ) | 0.0579 | 0 | 0.191 | 0.2836 | 0.0333 | -0.1106 | -1.0002 |
| (p-val) | (0.7735 ) | (NA ) | (0.0183 ) | (0.1564 ) | (0.7146 ) | (0.2386 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0 | 0.186 | 0.3352 | 0.0333 | -0.1106 | -1 |
| (p-val) | (NA ) | (NA ) | (0.0208 ) | (0 ) | (0.7142 ) | (0.2394 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0.1863 | 0.3399 | 0 | -0.1149 | -1 |
| (p-val) | (NA ) | (NA ) | (0.0207 ) | (0 ) | (NA ) | (0.216 ) | (1e-04 ) |
| Estimates ( 5 ) | 0 | 0 | 0.1911 | 0.3402 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (0.0174 ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 8.85127187290293e-07 |
| -7.96302522979808e-05 |
| -0.000156231169511367 |
| 6.34559057128263e-07 |
| 2.5344362185553e-05 |
| -0.000149666688040498 |
| 0.000120996953155528 |
| -0.000163733874978998 |
| 6.25377561792881e-05 |
| -0.000100974005971914 |
| -4.99532750119338e-05 |
| -3.55932094388917e-05 |
| 2.12153221437983e-05 |
| -5.41595608539604e-05 |
| 0.000121746650078961 |
| 0.000132797457747811 |
| -9.92308650786123e-05 |
| 5.07804566143589e-06 |
| -5.99379004103468e-05 |
| -0.000119576099893797 |
| -1.79540289551520e-05 |
| 2.35457857345364e-05 |
| -0.000117604864831444 |
| 4.11838422156372e-05 |
| 8.43854333758528e-05 |
| 8.08536070104774e-05 |
| 3.01207726224783e-05 |
| -1.24755551285525e-05 |
| -3.16036467125158e-05 |
| 2.78952952969366e-05 |
| -3.57778659607293e-06 |
| -0.000103212463683338 |
| -1.65658102027429e-05 |
| 8.0740959255771e-07 |
| -0.000110665091040974 |
| -6.93406913106976e-05 |
| 7.00760328350106e-05 |
| 0.000107735790496414 |
| -6.20221451215338e-05 |
| 5.31968151129236e-05 |
| 5.24845891395779e-06 |
| 6.18281467813746e-05 |
| -0.000125848424873299 |
| -7.47905710040434e-05 |
| 1.40725356124428e-06 |
| 0.000125474862463701 |
| -4.61678573843581e-05 |
| 5.1870034541232e-05 |
| 2.82488859374655e-05 |
| 5.92715674290733e-05 |
| -5.31795888630903e-06 |
| 6.94625239847154e-06 |
| 1.22461521349993e-05 |
| 9.32846521674062e-06 |
| -8.73006843545912e-05 |
| -9.00214465212499e-05 |
| 1.36307102792820e-05 |
| 7.93604846117332e-05 |
| -2.94125206998093e-05 |
| 6.28323201590999e-06 |
| 1.05370527099833e-05 |
| 1.83938490180900e-05 |
| -3.45721457660331e-05 |
| -6.05209085858018e-05 |
| -4.06177616575919e-05 |
| -3.70666029780344e-05 |
| 0.000222014992841691 |
| -2.22665612676171e-05 |
| -0.00017875179842609 |
| -5.64382799310207e-05 |
| 0.000119774847548924 |
| 5.44015044980037e-06 |
| 1.01252956341007e-05 |
| -1.19432530016153e-05 |
| 8.91552177891544e-06 |
| 1.33463114795697e-05 |
| -6.61241143193381e-05 |
| -4.11080645063588e-05 |
| -0.000158568922937764 |
| -7.62860369726218e-06 |
| -2.57749168363746e-05 |
| 5.37140011456714e-07 |
| -0.000116739105649753 |
| 9.24891001231775e-05 |
| 7.55291603943493e-05 |
| -3.20596746271354e-05 |
| -9.74331842757147e-05 |
| 4.68503333703844e-05 |
| -2.95179487847350e-07 |
| -4.83702581595973e-05 |
| 0.000226141728275081 |
| -0.000119828822158546 |
| 5.94351936107735e-05 |
| -4.47865304116442e-05 |
| -0.000154500246023992 |
| 9.44476385444093e-05 |
| 2.33225986357807e-05 |
| 2.0418840024202e-05 |
| -5.62353183527046e-05 |
| -2.82773052143385e-05 |
| 2.27019856175581e-05 |
| -4.61068588652951e-05 |
| -0.000102015693701117 |
| -0.000176563350646667 |
| -3.89388594814196e-05 |
| -4.21317290138375e-05 |
| 5.45775955051823e-05 |
| -7.47879881919925e-06 |
| 1.97725006332524e-05 |
| 5.72159030915973e-05 |
| -8.1361296652844e-05 |
| -3.22642402675429e-06 |
| 4.92091597005607e-05 |
| -8.59680091766262e-05 |
| -5.04165256320537e-05 |
| -3.82983677788176e-05 |
| -2.50897356542827e-05 |
| 3.02413466580189e-05 |
| 0.000149585282532374 |
| -1.69014775207969e-05 |
| 3.56282602021043e-05 |
| -7.02632322214096e-05 |
| -2.63837639951187e-05 |
| -8.92218859536585e-05 |
| 5.84079703233689e-05 |
| 9.98201664798578e-05 |
| 3.19275384269748e-05 |
| 3.28930453204029e-05 |
| -5.06089926584382e-05 |
| 0.000192287855499692 |
| 0.00013894494205435 |
| 5.74095631141483e-05 |
| 7.1822132979269e-05 |
| 7.59578746155772e-05 |
| 4.75531304359096e-05 |
| 7.76351891539693e-05 |
| 0.000179803426382264 |
| 1.76580181652832e-05 |
| 4.10056599180894e-05 |
| 1.47645699149377e-05 |
| -2.64704957147228e-05 |
| -2.48075303534334e-05 |
| -2.43634646560049e-05 |
| -5.44258829159231e-06 |
| 8.78317009103146e-08 |
| 7.88278547429638e-05 |
| 2.03837628906741e-06 |
| -2.72123920199571e-05 |
| -7.37365822504366e-05 |
| 0.000189802855855785 |
| -1.57097498525301e-05 |
| 5.58505749313836e-05 |
| -3.44252202955774e-05 |
| -8.71568291561817e-05 |
| -2.38551554216939e-05 |
| 5.9746145727707e-05 |
| 3.86543788615674e-05 |
